Sunday, November 25, 2012

Market Data: Week Ending November 23, 2012


Market Index 12/30/ 2011 11/23/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,009.68 3.24% 6.48%
S&P 500 1,257.60 1,409.15 3.50% 12.05%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.69% 0.11% -10.11%
5 yr T-note Yld 0.83% 0.69% 0.08% -16.87%
5 yr TIPS - 'Real' Yld -0.89% -1.36% 0.02% -52.81%
Implied 5 yr Inflation % 1.72% 2.05% 0.06% 19.19%
2 yr T-note Yld 0.24% 0.27% 0.03% 12.50%
2-10 Yr Slope 1.64% 1.42% 0.08% -13.41%
90 day T-bill Yld 0.01% 0.10% 0.02% 900.00%
Gold ($/oz) $1,566.80 $1,753.00 $39.25 11.88%
WTI Oil ($/brl) $98.83 $88.28 $1.36 -10.67%
VIX "Worry Index" 23.4 15.14 -1.27 -35.30%





Credit Spreads 12/30/ 2011 11/23/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.31% 0.05% -28.51%
High Yield Credit Idx 8.86% 6.81% -0.22% -23.14%
Markit CDX No Am Inv Grade 120 100 -9.91% -16.67%
Markit CDX No Am HiVol 247 219 -1.35% -11.34%
High Yield to 10 yr T-Note Spread 698 512 -6.06% -26.65%